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Our Experience

Experience

Derivatives

We worked with the IT Futures Operations, matching execution orders coming from the Front Office systems with trade feeds from the various Clearing Houses, such as NYMEX, CME, LIFFE and EUREX.

Highlights:

Redesigned, developed and tested a feed to a firm-wide real-time position system. The original implementation was never used by Futures Operations or clients due to accuracy problems (it averages 5.0% breaks daily). Since we re-developed the system breaks have been reduced to 0.3%.

Designed and developed software to carry out performance tests to gauge the capacity of the System, with special focus on Exchange Master and Matching Engine components. The tests led to several improvements of the system, especially concerning GUI responsiveness, recovery speed and memory allocation and load balance. One of the biggest achievements was the reduction in recovery time for the Matching Engine component from 12 hours to 12 minutes (for 700,000 lines).

Designed and developed a project to boost the original capacity by at least 6 times, on a single instance (Transaction Normalization project).